A comparative study of algorithms for solving seemingly unrelated regressions models
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- Foschi, Paolo & Kontoghiorghes, Erricos J., 2003. "Estimating seemingly unrelated regression models with vector autoregressive disturbances," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 27-44, October.
- Kontoghiorghes, E. J. & Clarke, M. R. B., 1995. "An alternative approach for the numerical solution of seemingly unrelated regression equations models," Computational Statistics & Data Analysis, Elsevier, vol. 19(4), pages 369-377, April.
- Kontoghiorghes, Erricos J & Dinenis, Elias, 1997.
"Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix,"
Society for Computational Economics, vol. 10(3), pages 231-50, August.
- Erricos J. Kontoghiorghes, . "Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular Variance-Covariance Matrix," Computing in Economics and Finance 1996 _032, Society for Computational Economics.
- Kontoghiorghes, Erricos J, 2000.
"Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints,"
Society for Computational Economics, vol. 15(1-2), pages 89-106, April.
- Erricos Kontoghiorghes & Elias Dinenis & Dennis Parkinson, . "Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints," Computing in Economics and Finance 1997 45, Society for Computational Economics.
- Srivastava, V. K. & Dwivedi, T. D., 1979. "Estimation of seemingly unrelated regression equations : A brief survey," Journal of Econometrics, Elsevier, vol. 10(1), pages 15-32, April.
- Chavas, Jean-Paul, 1982. "Recursive estimation of simultaneous equation models," Journal of Econometrics, Elsevier, vol. 18(2), pages 207-217, February.
- Paolo Foschi & Erricos J. Kontoghiorghes, 2003.
"Estimation of VAR Models: Computational Aspects,"
Society for Computational Economics, vol. 21(1_2), pages 3-22, 02.
- Belsley, David A, 1992. "Paring 3SLS Calculations Down to Manageable Proportions," Computer Science in Economics & Management, Society for Computational Economics, vol. 5(3), pages 157-69, August.
- Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2003. "An algorithm to estimate time-varying parameter SURE models under different types of restriction," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 363-383, March.
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